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YieldsLabs · Apr 12, 2024 · f61e184 · f61e184
1 parent 909886a
commit f61e184
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Showing 3 changed files with 3 additions and 17 deletions.
diff --git a/ta_lib/strategies/signal/src/ao_flip.rs b/ta_lib/strategies/signal/src/ao_flip.rs
@@ -23,11 +23,7 @@ impl Signal for AOFlipSignal {
 
     fn generate(&self, data: &OHLCVSeries) -> (Series<bool>, Series<bool>) {
         let ao = ao(&data.hl2(), self.fast_period, self.slow_period);
-        let prev_ao = ao.shift(2);
 
-        (
-            ao.cross_over(&ZERO_LINE) & prev_ao.slt(&ZERO_LINE),
-            ao.cross_under(&ZERO_LINE) & prev_ao.sgt(&ZERO_LINE),
-        )
+        (ao.cross_over(&ZERO_LINE), ao.cross_under(&ZERO_LINE))
     }
 }
diff --git a/ta_lib/strategies/signal/src/ce_flip.rs b/ta_lib/strategies/signal/src/ce_flip.rs
@@ -33,11 +33,6 @@ impl Signal for CEFlipSignal {
             self.factor,
         );
 
-        let prev_direction = direction.shift(1);
-
-        (
-            direction.seq(&ONE) & prev_direction.seq(&MINUS_ONE),
-            direction.seq(&MINUS_ONE) & prev_direction.seq(&ONE),
-        )
+        (direction.cross_under(&ZERO), direction.cross_over(&ZERO))
     }
 }
diff --git a/ta_lib/strategies/signal/src/supertrend_flip.rs b/ta_lib/strategies/signal/src/supertrend_flip.rs
@@ -29,11 +29,6 @@ impl Signal for SupertrendFlipSignal {
             self.factor,
         );
 
-        let prev_direction = direction.shift(1);
-
-        (
-            direction.seq(&ONE) & prev_direction.seq(&MINUS_ONE),
-            direction.seq(&MINUS_ONE) & prev_direction.seq(&ONE),
-        )
+        (direction.cross_under(&ZERO), direction.cross_over(&ZERO))
     }
 }